A new index is developed for assessing the performance of a single-input single-output (SISO) linear feedback control loop. The proposed metric is a specific scaling of the generalized Hurst exponent, computed through the method of detrended fluctuation analysis (DFA). We refer to this scaled exponent as the Hurst index. The new method compares favorably with the widely used minimum variance index (MVI), with both indices showing similar trends under changes in controller tunings during closed-loop simulations. The main advantage of the Hurst index over the MVI and other existing performance measures is that its determination does not require a priori knowledge of any loop parameters. Instead, computation of the index relies solely upon process output data collected during routine plant operation. Therefore, this new technique could potentially allow engineers to more efficiently identify problematic control loops. © 2012 Elsevier Ltd. All rights reserved.